Credit Suisse Portfolio Fixed Income 2002 by ykg43205


Credit Suisse Portfolio Fixed Income 2002 document sample

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									                                                                                                                                                                                    December 31, 2010

Credit Suisse Portfolio Fund (Lux) Income (Euro)
Class A & B
  Risk Profile: 1 2 3 4 5

Investment policy                                                     Net performance in EUR (rebased to 100) and yearly performance 1)
The aim of the fund is to achieve an appropriate                       130                                                                                                                                         30%
return in EUR by taking advantage of the                               125                                                                                                                                         25%
possibilities for international diversification. The                   120                                                                                                                                         20%
fund invests worldwide in fixed and variable rate                      115                                                                                                13.4                                     15%
                                                                                  10.6   11.1                                                                                     11.4        10.8
                                                                       110                                                                                                                             8.9         10%
securities as well as in equities and equity-type                      105                                                                                                                                          5%
                                                                                                        1.8       2.8
securities. Fixed and variable rate securities                         100
account for at least 50% of the net assets of the                       95                                                   -1.6
fund at any given time. In addition, money market                       90                                                                                -9.8                                                    -10%
                                                                        85                                                                        -12.0                                                           -15%
instruments may be held on an ancillary basis.                                      2005                  2006                 2007                  2008                   2009                2010
The fund may also invest a maximum of 20% in                                        CS PF (Lux) Income (Euro) B                 Yearly or year-to-date performance respectively (Fund)
real estate and commodities.                                                        CB CS PF (Lux) Income (Euro)                Yearly or year-to-date performance respectively (Benchmark)
                                                                              Source: Lipper, a Reuters Company

Fund facts
Fund manager                               Urs Hiller
                                                                      Net performance in EUR 1)
Fund manager since                      01.03.2002                                                            1 month 3 months                   YTD             1 year          3 years      5 years            ITD 3)
Location                                      Zurich                  Fund                                       1.15     2.17                  10.76            10.76             10.51        10.76            42.95
Fund domicile                           Luxembourg                    Benchmark                                  1.22     1.71                   8.89              8.89             9.50        13.77            63.74
                                                                                                                                                                                                     3) inception to date
Fund currency                                  EUR
Close of financial year                   31. March
Total net assets (in mil.)                  406.05                    Allocation asset classes in %                                               Allocation currencies in %
Inception date                          30.10.1998
Management fee in % p.a.                       1.30                                                           Bonds                 58.03                                                  EUR                  64.08
Total expense ratio (ex ante) in %             1.49                                                           Equity                29.30                                                  USD                  17.35
Benchmark (BM)         CB CS PF (Lux) Income (Euro)                                                           Alternative                                                                  JPY                   5.51
                                                                                                              products and                                                                 GBP                   3.01
Unit Class            Category A        Category B                                                            segments              11.30                                                  AUD                   1.78
                    (distribution) (capital growth)                                                           Cash/Cash                                                                    HKD                   1.73
Unit class currency           EUR              EUR                                                            Equivalents            1.37                                                  CAD                   1.52
ISIN              LU0091100627 LU0091100890                                                                                                                                                ITL                   1.33
                                                                                                                                                                                           Others                3.69
Valor no.                 951289            951290
Net asset value (NAV)      109.16            142.95
Last distribution     18.05.2010                   -
                                                                      Asset allocation in %
Distribution value           1.80                  -
                                                                                                              Bonds      Equity              Alt. Inv.                Cash/Cash Equivalents                      Total
EU taxation                           In scope - tax
                                                                      Euroland                                 48.44     10.51                   1.01                                  1.37                     61.33
                                                                      USA                                       4.86      8.00                   7.95                                     -                     20.81
Maturities in years                                                   Emerging Markets                             -      3.84                       -                                    -                      3.84
                                                                      Japan                                     2.93      2.03                   2.35                                     -                      7.31
                                                                      UK                                        0.98      1.64                       -                                    -                      2.62
                                                                      Asia                                         -      1.33                       -                                    -                      1.33
20%                                                                   Canada                                    0.08      1.25                       -                                    -                      1.33
15%                                                                   Global                                       -          -                  0.50                                     -                      0.50
10%                                                                   Switzerland                               0.08      0.45                       -                                    -                      0.53
                                                                      Others                                    0.41          -                      -                                    -                      0.41
                                                                      Total                                    57.78     29.05                 11.81                                   1.37                    100.00
         0-1     1-3     3-5      5-7    7-10 10-15 >15
                                                                      Duration and Yield                                                          Top 10 Holdings in %
Fund statistics                                                       Gross portfolio yield in %                                      2.47        Position                        Coupon Maturity             as % of
                                        3 years        5 years        Average remaining term to maturity in years                     5.71                                            %                        assets
Annualised volatility                      6.63           5.45        Modified duration in years                                      4.77        DB X-Trackers                                                  2.17
Information ratio                          0.22          -0.41                                                                                    Germany                           3.250    04.01.20            1.56
Tracking Error (Ex post)                   1.41           1.31                                                                                    Pfandbriefstelle Wien             1.600    15.02.11            1.13
                                                                      Allocation of bonds in %                                                    Europ. Inv. Bk                    5.625    15.02.28            1.12
Maximum drawdown 2)                       -0.15          -0.17
                                                                      Fixed Income                                                   61.16        Germany                           3.500    04.07.19            1.11
2) Maximum drawdown is the most negative cumulative return
over a given time period.                                             Shares (and equity-type securities)                            34.30        Bayr Landesbank                   1.400    22.04.13            1.07
                                                                      Open-end Funds                                                  4.52        Finland                           3.375    15.04.20            1.07
                                                                      Closed-end Funds                                                0.02        CS SICAV One Europ                                             1.04
                                                                      Total                                                         100.00        Eq. Div. Plus
                                                                                                                                                  Finland                           5.750 23.02.11                0.99
                                                                                                                                                  Germany                           3.000 04.07.20                0.94
 Contact                                                                                                                                          Total                                                          12.20

 Sihlcity - Kalandergasse 4
 8070 Zürich, Schweiz

1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or

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involves risk, especially with regard to fluctuations in value and return. Investments in foreign currencies involve the additional risk that the foreign currency might lose value against the investor's reference
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and/or redemption. Furthermore, no guarantee can be given that the performance of the benchmark will be reached or outperformed. In connection with this investment product, the Issuer and/or its affiliates
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commissions and costs charged on an ongoing basis to the average fund assets (operating expenses). The value (ex ante) is expressed as a percentage of the fund’s assets and projects the average of the
next twelve months under the same preconditions.


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